After a lot of search work on google and other search engines
I just can't find a solution to implement a DNS Whitelist in Exim.

Does anyone have an idea how to configure exim to use a DNS Whitelist?

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DNS whitelist for what, exactly? Since, by default, exim is going to allow email in for any valid recipient (unless you also to sender verification) then you need to explain exactly what you want to whitelist.